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Trade: LTC/USDT/15/ZLMA/BBM/3593

Strategy
LTC/USDT/15/ZLMA/BBM/3593
Pair
LTC_USDT
Interval
15m
Score
432785
Daily Profit
0.488021
Profit Factor
1.656239
Profitability
71.038251
Streak
2.972651
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-30 10:35
Expiration Time
2025-12-14 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 127090.4567 61179.7679 65910.6888 209640.4051 98968.5887 110671.8164
Total P&L (%) 127.0905 61.1798 65.9107 209.6404 98.9686 110.6718
Avg Daily Profit (%) 0.488 0.2349 0.2531 0.435 0.2645 0.2865
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -26533 -23322 -19187 -32144 -27658 -31861
Profit Factor 1.6562 1.5869 1.7371 1.7523 1.6409 1.8907
Total Trades 183 92 91 183 92 91
Winning Trades 130 69 61 130 69 61
Losing Trades 53 23 30 53 23 30
Profitability (%) 71.0383 75 67.033 71.0383 75 67.033
Ratio Avg Win / Avg Loss 0.6752 0.529 0.8543 0.7144 0.547 0.9298
Largest Winning Trade 10714 10714 7522 16085 16085 11644
Largest Losing Trade -13642 -13642 -12014 -24071 -24071 -13626
Avg Bars in Trades 132 133 131 132 133 131
Avg Bars in Winners 88 90 87 88 90 87
Avg Bars in Losers 240 264 222 240 264 222
Bars Traded 24308 12319 11989 24308 12319 11989
Profit Streak 2.9727 2.9727 15.8685 2.9727 2.9727 15.8685
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432785 293135 382913 423128 329140 413686
Evaluation Data
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736718300000,
    "first_datapoint_time": 1736899200000,
    "last_datapoint_time": 1759217400000,
    "evaluation_time": 1759217737036,
    "expiration_time": 1765697400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 121,
            "offset": 0,
            "std": 1.83277
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            127090.456715847,
            61179.7678703786,
            65910.6888454684,
            209640.4051052555,
            98968.5887249923,
            110671.816380263
        ],
        [
            127.090457,
            61.179768,
            65.910689,
            209.640405,
            98.968589,
            110.671816
        ],
        [
            0.488021,
            0.234927,
            0.253094,
            0.43495,
            0.264529,
            0.286537
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -26533,
            -23322,
            -19187,
            -32144,
            -27658,
            -31861
        ],
        [
            1.656239,
            1.586892,
            1.737082,
            1.752272,
            1.640916,
            1.890654
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            130,
            69,
            61,
            130,
            69,
            61
        ],
        [
            53,
            23,
            30,
            53,
            23,
            30
        ],
        [
            71.038251,
            75,
            67.032967,
            71.038251,
            75,
            67.032967
        ],
        [
            0.675236,
            0.528964,
            0.854303,
            0.714388,
            0.546972,
            0.92983
        ],
        [
            10714,
            10714,
            7522,
            16085,
            16085,
            11644
        ],
        [
            -13642,
            -13642,
            -12014,
            -24071,
            -24071,
            -13626
        ],
        [
            132,
            133,
            131,
            132,
            133,
            131
        ],
        [
            88,
            90,
            87,
            88,
            90,
            87
        ],
        [
            240,
            264,
            222,
            240,
            264,
            222
        ],
        [
            24308,
            12319,
            11989,
            24308,
            12319,
            11989
        ],
        [
            2.972651,
            2.972651,
            15.868484,
            2.972651,
            2.972651,
            15.868484
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432785,
            293135,
            382913,
            423128,
            329140,
            413686
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LTC_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736718300000,
    "first_datapoint_time": 1736899200000,
    "last_datapoint_time": 1759217400000,
    "evaluation_time": 1759217737036,
    "expiration_time": 1765697400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 121,
            "offset": 0,
            "std": 1.83277
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)